+180.5%
MSTR vs RPRX
+159.9%
+20.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -15.9% | +18.6% | -34.5% | -20.4% |
| 3M | +33.1% | +18.0% | +15.1% | +26.8% |
| 6M | -31.0% | +33.8% | -64.8% | -37.0% |
| YTD | -15.1% | +76.6% | -91.7% | -28.5% |
| 1Y | -45.6% | +68.2% | -113.9% | -53.6% |
| 3Y | +180.5% | +161.5% | +19.0% | +109.4% |
| All | +180.5% | +159.9% | +20.7% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling